{
  "id": "1803.03700",
  "version": "v1",
  "published": "2018-03-09T21:34:37.000Z",
  "updated": "2018-03-09T21:34:37.000Z",
  "title": "Semimartingales and Shrinkage of Filtration",
  "authors": [
    "Tomasz R. Bieleckim",
    "Jacek Jakubowski",
    "Monique Jeanblanc",
    "Mariusz Niewęgłowski"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we study some questions regarding the effect that shrinkage of filtration has on a special semimartingale.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-03-09T21:34:37.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G99",
      "60H99"
    ],
    "keywords": [
      "filtration",
      "special semimartingale"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}